A-Share Screening with RSI, Trading Volume Imbalance, and Market Capitalization

Summary

This A-share screening idea combines relative strength, trading-side volume imbalance, and company size. The article describes filtering for RSI between 40 and 65, external-to-internal trading volume of at least 1.3, and market capitalization above 200 million yuan. It includes example formula logic and Python-style steps for retrieving quotes, checking indicator values, and collecting matching stocks.

The author presents capitalization as a size filter and the volume ratio as a sign of market activity, while noting that market value may not reflect a company’s true worth and that a size threshold can exclude smaller performers. The discussion gives no backtest, portfolio rules, transaction costs, or performance evidence. Its sample code also leaves implementation questions, including data-field interpretation and whether its chosen data calls calculate the stated measures consistently. Treat it as a screening template requiring validation, not a demonstrated trading strategy.

Key ideas

• The screen combines an RSI range of 40 to 65 with an external-to-internal volume ratio of at least 1.3.
• It also requires market capitalization above 200 million yuan.
• The article supplies formula logic and example steps for applying the filters to A-share data.
• The author cautions that capitalization is an imperfect measure and restrictive thresholds may omit smaller stocks.
• No backtest or evidence of trading performance is provided.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.